+123.4%
PM vs COF
+119.0%
+4.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.5% |
| 7D | -1.2% | -2.7% | +1.5% | -1.2% |
| 30D | -0.2% | -3.4% | +3.2% | -0.2% |
| 3M | +4.9% | +15.4% | -10.5% | +5.0% |
| 6M | +9.0% | +14.4% | -5.4% | +9.1% |
| YTD | +17.8% | -12.0% | +29.8% | +18.0% |
| 1Y | +16.8% | -3.7% | +20.6% | +16.8% |
| All | +123.4% | +119.0% | +4.4% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling